+16,983.9%
TSM vs XLU
+654.8%
+16,329.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | +6.2% | +2.1% | +4.1% | +5.0% |
| 30D | -7.3% | +5.6% | -12.8% | -10.1% |
| 3M | -7.1% | +0.7% | -7.9% | -7.7% |
| 6M | +0.2% | -0.1% | +0.3% | -0.4% |
| YTD | +32.2% | +5.3% | +26.9% | +27.3% |
| 1Y | +42.8% | +2.2% | +40.6% | +39.8% |
| 3Y | +330.4% | +61.6% | +268.8% | +221.2% |
| 5Y | +263.9% | +53.6% | +210.3% | +173.4% |
| 10Y | +1,580.2% | +162.3% | +1,417.9% | +749.8% |
| All | +16,983.9% | +654.8% | +16,329.1% | +3,898.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling